+48.5%
KDP vs PEG
-7.0%
+55.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +1.9% |
| 7D | +8.2% | +2.6% | +5.6% | +7.1% |
| 30D | +18.4% | +3.3% | +15.0% | +17.0% |
| 3M | +29.2% | +1.1% | +28.2% | +28.7% |
| 6M | +32.3% | -1.4% | +33.7% | +33.4% |
| YTD | +38.5% | -4.6% | +43.1% | +41.9% |
| 1Y | +48.5% | -7.2% | +55.7% | +54.2% |
| All | +48.5% | -7.0% | +55.5% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling